Demonstrators briefly stormed the US embassy compound in Yemen on Thursday while protesters pelted the Egypt mission with stones after a night of clashes, as anger spread over a film mocking Islam.

Yemeni police used water cannon and fired warning shots to expel protesters who
breached the perimeter wall, and at least one demonstrator was shot dead outside the compound as police battled to prevent any new incursion.

The protests came even as US and Libyan officials said they had launched investigations into a mob attack on the consulate in Benghazi that killed the ambassador and three other US officials on Tuesday, amid growing speculation it was the work of jihadist militants rather than just demonstrators.

In the Yemeni capital Sanaa, five protesters were also wounded when police opened fire outside the compound, a security official said. Police had earlier fired warning shots as a crowd of thousands approached the main gate of the mission.

After being driven back from the main gate, the crowd regrouped near a checkpoint some 100 metres back, chanting anti-Jewish slogans.

"O, Jews: Khaybar, Khaybar. The army of Mohammed will return," they shouted, evoking a 7th century war in the west of the Arabian Peninsula in which the Muslims are said to have defeated the Jews.

In EgyptIn the Egyptian capital Cairo, police fired tear gas to disperse the latest protest outside the embassy by stone- and bottle-throwing demonstrators, which came after a night of sporadic clashes in which the health ministry said 16 people were injured.

Armoured vehicles were deployed around the mission. On Tuesday night, protesters stormed the compound, tearing down the Stars and Stripes and replacing it with a black Islamic flag. Egypt's Islamist President Mohammed Morsi condemned the offence caused by the US-produced movie but warned against resorting to violence.